Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,24% | 4,12 CHF | 4,13 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 249 132 CHF | 249 732 CHF | 99,48% | 99,48% |
19/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 247 448 CHF | 248 048 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 249 556 CHF | 250 156 CHF | 99,89% | 99,89% |
15/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 251 458 CHF | 252 058 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 60 000 | 60 000 | 62 733 | 62 733 | 246 119 CHF | 246 746 CHF | 98,58% | 98,58% |
13/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 252 696 CHF | 253 346 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 251 935 CHF | 252 585 CHF | 99,88% | 99,88% |
11/11/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 254 102 CHF | 254 752 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 249 955 CHF | 250 605 CHF | 99,04% | 99,04% |
07/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 65 000 | 65 000 | 64 057 | 64 057 | 249 527 CHF | 250 168 CHF | 100,00% | 100,00% |